I use a fuseable link 2 sizes smaller than the power feed wire for fail safe operation and protection in case of a direct short. A circuit breaker will work too if the same amperage as the relay, the advantage being it will reset if accidentially tripped or you have an intermitant problem. A relay is for carring a electrical load, and imho a fuse is a weak link as when it's done, it's done. Remember, everything electrical has smoke in it... and it's not done until you let the smoke out...lol
Fuses are good for well behaved loads that draw minimal current and don't have too much of a turn-on current spike. Fusable links are best suited as a safety device to prevent a wiring system melt-down. They're best when the power supply line runs a fair distance where there is a risk of a wire rubbing through and creating a short ahead of the fuse / breaker. There aren't too many cases where a fusable link alone makes a good fuse. An exception would be high current loads, especially motors (like electric fans) that draw huge currents (in excess of 20 amps) and have an even larger turn-on current spike. Something like head lights would probably be best suited by a self resetting circuit breaker. Any high wattage bulb will have a sharp current spike when you turn them on, but not nearly as much as a motor. A self resetting thermal breaker would handle that with no problem. You didn't saw what your load is so hopefully these guidelines will give you same ideas.
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